Ensemble models in forecasting financial markets
Andreas Karathanasopoulos, Mitra Sovan, Chia Chun Lo, Adam Zaremba and Mohammed Osman
| Year of publication: |
2019
|
|---|---|
| Authors: | Karathanasopoulos, Andreas ; Sovan, Mitra ; Lo, Chia Chun ; Zaremba, Adam ; Osman, Mohammed |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 23.2019, 3, p. 101-119
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| Subject: | forecasting | multilayer perceptron (MLP) | recurrent neural network (RNN) | radial basis function (RBF) | optimizers | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCF.2019.374 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162385